Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution

DOI10.1016/J.SPL.2023.110012zbMATH Open1537.60063MaRDI QIDQ6540871FDOQ6540871

Authors: Lenka Glavaš, Pavle Mladenović 

Publication date: 17 May 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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• scientific article; zbMATH DE number 4052784

zbMATH Keywords

extreme valuespoint processesGumbel distributionmoving averagesubexponential distributionsincomplete samples

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10)

Cites Work

• Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
• Title not available (Why is that?)
• Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
• Functions of probability measures
• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
• Extremal clustering in non-stationary random sequences
• On the max-semistable limit of maxima of stationary sequences with missing values
• Maxima of partial samples in Gaussian sequences
• Extremes of Stationary Sequences with Failures
• On the extremes of randomly sub-sampled time series
• Extremes of Some Sub-Sampled Time Series
• Maximum of a partial sample in the uniform AR(1) processes
• Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
• Extreme values of the uniform order 1 autoregressive processes and missing observations
• Extreme values of linear processes with heavy-tailed innovations and missing observations

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